The Comprehensive Evaluation of Funds Performance Based on Genetic Algorithm

A comprehensive evaluation system for fund performance evaluation is put up, which includes the profit ability, the liquidity of funds’ assets, the investment ability of fund managers, and the return and liquidity of closed end funds on the second market. Then, the objective programming model is solved using the genetic algorithm. At last, the optimal weights of different indexes, the comprehensive ranks of 29 sample funds are also given out.